SNB FX Holdings in EUR Including & Excluding Derivatives

From data published by the SNB I compiled the following charts, which show how the EUR holdings as a percentage of total FX reserves have seen massive fluctuations. Also interesting to note how the holdings including and excluding derivatives diverged substantially from mid/end 2011 to mid 2012.

SNB_FX_EUR_Holdings_1

Light Blue (above): Currency breakdown of foreign currency investments, excluding foreign exchange derivatives (quarterly)

Dark Blue (above): Currency breakdown of foreign currency investments, including derivatives, excluding investments and liabilities in connection with foreign exchange swaps (quarterly)

SNB_FX_EUR_Holdings_2

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